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Browsing publications by Professor Robert Sollis.

Newcastle AuthorsTitleYearFull text
Professor Robert Sollis
Testing for co-explosive behaviour in financial time series2022
Dr William Berry
Dr Diemo Dietrich
Professor Robert Sollis
Financial Stress and Forecasting UK Equity Risk Premiums2021
Professor Robert Sollis
Realā€time detection of regimes of predictability in the US equity premium2020
Professor Robert Sollis
Real-time monitoring for explosive financial bubbles2018
Professor Robert Sollis
Improving the accuracy of asset price bubble start and end date estimators2017
Professor Robert Sollis
Fixed and Recursive Right-Tailed Dickey-Fuller tests in the Presence of a Break under the Null2016
Professor Robert Sollis
Tests for explosive financial bubbles in the presence of non-stationary volatility2016
Professor Robert Sollis
Recursive right-tailed unit root tests for an explosive asset price bubble2015
Turki Abalala
Professor Robert Sollis
The Saturday effect: an interesting anomaly in the Saudi stock market2015
Professor Robert Sollis
Empirical Finance for Finance and Banking (Authorized Chinese translation)2014
Professor Robert Sollis
Empirical Finance for Finance and Banking2012
Professor Robert Sollis
Spurious Regression: A Higher-Order Problem2011
Professor Robert Sollis
Testing the unit root hypothesis against TAR nonlinearity with STAR-based tests2011
Professor Robert Sollis
A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries2009
Professor Robert Sollis
Value at Risk: A Critical Overview2009
Professor Robert Sollis
U.S. dollar real exchange rates: nonlinearity revisited2008
Professor Robert Sollis
Tests for asymmetric threshold cointegration with an application to the term structure2007
Professor Robert Sollis
Testing for bubbles: an application of tests for change in persistence2006
Professor Robert Sollis
The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration2006
Professor Robert Sollis
Evidence on purchasing power parity from univariate models: The case of smooth transition trend-stationary2005
Professor Robert Sollis
Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing2005
Professor Robert Sollis
A cautionary note on the order of integration of post-war aggregate wage, price and productivity measures2004
Professor Robert Sollis
Asymmetric adjustment and smooth transitions: a combination of some unit root tests2004
Professor Richard Harris
Professor Robert Sollis
Applied Time Series Modelling and Forecasting2003
Professor Robert Sollis
Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity2003
Professor Robert Sollis
Purchasing power parity over two centuries? A recursive perspective2003
Professor Robert Sollis
A cautionary note on the order of integration of post-war aggregate wage, price and productivity measures2002
Professor Robert Sollis
Asymmetric adjustment and smooth transitions: a combination of unit root tests2002
Professor Robert Sollis
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates2002
Professor Robert Sollis
U.S. and U.K. Interest Rates, 1890-1934: New Evidence on Structural Breaks2001
Professor Robert Sollis
US and UK inflation: evidence on structural change in the order of integration2001
Professor Robert Sollis
US and UK interest rates 1890-1934: new evidence on structural breaks2001
Professor Robert Sollis
Stochastic unit roots modelling of stock market indices2000